Simple question, or is it...

Why wave the white flag, you're right the Joules which are in the electromagnetic wave are in the wire. The wire carries the signal, the signal isn't the energy flow. At least that's the take I'm getting from all those links jea48 posted. Well other papers from the link. 

OK, Mr. Smarty Pants, why does the quality of the conductor make any difference? Operators are standing by. Are we now to consider wire directionality a dead donkey? And what about skin effect? Another dead donk, I suppose? Furthermore, if the EM wave travels in the space between the wires it would be traveling in air, so it’s velocity would be nearly 100% the velocity of light in a vacuum, as I already said. 

As Bob Dylan says at the end of all his songs, good luck with that, dude! 😬